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A stock has an expected return of 9.10%, the risk-free rate is 2.80% and the return on the market is 9.50%. What is this stock's

A stock has an expected return of 9.10%, the risk-free rate is 2.80% and the return on the market is 9.50%. What is this stock's beta?
a. 0.94
b. 3.39
c. 0.96
d. 1.36

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